+32.4%
SWKS vs EMR
+319.4%
-287.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -2.0% |
| 7D | -2.7% | +2.1% | -4.9% | -4.2% |
| 30D | +8.5% | +4.8% | +3.7% | +5.1% |
| 3M | +17.3% | +7.5% | +9.8% | +11.4% |
| 6M | +25.1% | +20.9% | +4.3% | +10.1% |
| YTD | +33.3% | +29.2% | +4.2% | +9.7% |
| 1Y | +22.9% | +33.0% | -10.1% | -0.9% |
| 3Y | +5.5% | +109.8% | -104.2% | -38.1% |
| 5Y | -41.9% | +91.9% | -133.8% | -64.2% |
| 10Y | +32.4% | +301.5% | -269.1% | -43.7% |
| All | +32.4% | +319.4% | -287.0% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling